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A New Bi-level Program Based on Unblocked Reliability for a Continuous Road Network Design

With increasing demands for better and more reliable service, developing a method for designing a highly-reliability road network has become a critical issue. A Network Design Problem is used to determine a set of design parameters leading to the creation of an optimal road network. Moreover, the performance of an Origin-Destination pair with high traffic demands is a top priority in the optimizing process. A bi-level programming technique, that is upper-level and lower-level programs, can be used to formulate the Continuous Network Design Problem. This study establishes a new type of bi-level program based on unblocked reliability. The proposed bi-level program is applied to analyze a real local road network that has 22 nodes and 62 links. A set of link capacity expansions is determined by solving the proposed bi-level program using the Hooke-Jeeves algorithm. This kind of capacity expansion results in optimization by maximizing the balance between the unblocked reliability of the entire road network and the road network expansion ratio. The new, proposed bi-level program can comply with the various limits on environment and financial resources.

A New Bi-level Program Based on Unblocked Reliability for a Continuous Road Network Design

1.
International
OPEN ACCESS Journal
Of Modern Engineering Research (IJMER)
| IJMER | ISSN: 2249–6645 | www.ijmer.com | Vol. 4 | Iss. 3 | Mar. 2014 | 87 |
A New Bi-level Program Based on Unblocked Reliability for a
Continuous Road Network Design
Naoki Maruyama, Shujun Hou, Masafumi Hirota, Yaowateera Achawangkul
Department of Mechanical Engineering, Graduate School of Engineering, Mie University, Japan
I. INTRODUCTION
The Network Design Problem (NDP) is used to determine a set of design parameters that leads the road
network to an optimal state. Typically, the design parameters are link capacity expansions. There are two forms of
the problem, the Continuous Network Design Problem (CNDP) and the Discrete Network Design Problem
(DNDP). The CNDP takes the network topology as given and is concerned with the parameterization of the
network. The DNDP is concerned with the topology of the network, such as the construction of a new road, bridge,
tunnel or bypass.
The CNDP can be formulated as a bi-level program[1]. Planners and managers in the upper level
determine the parameters of the road network, and travelers in the lower level respond to the change in the road
network. The upper-level program expresses the expectation of the planners and managers, that is the minimization
of the total cost function. In general, the total cost is the sum of the total travel cost in the network and investment
cost of link capacity expansions for fixed traffic demands. A User Equilibrium (UE) can be formulated as an
equivalent minimization problem, which is considered as a lower-level program in the CNDP[2]. The UE describes
a stable state when all drivers attempt to minimize the respective travel time. In other words, the drivers’ route
choice behavior is voluntary rather than controlled by managers of the road network system.
With increasing demands for better and more reliable service, the road network system has incorporated a
reliability analysis as an integral part of its planning, design and operation. Then, it is necessary to introduce a
reliability index of road network system performance to the CNDP. There are several reliability concepts in the
road network system, such as connectivity reliability[3], travel time reliability[4], capacity reliability[5], and
unblocked reliability. Unblocked reliability is the probability during one day of the road unit or system’s ability to
maintain an unblocked state at peak hours in which the highest traffic volumes are observed. The length of the road
was regarded as a factor affecting route choice behavior when unblocked reliability was applied to analyze the
investment optimization of the road network.
This paper proposes a new model of the bi-level program based on unblocked reliability for solving the
CNDP in order to supply a set of optimal link capacity expansions, which improve the road network to a higher
reliability level. The upper-level program that consists of the unblocked reliability index and cost, which is
expressed as the road network expansion ratio, is described. The UE traffic assignment is regarded as the
lower-level program. The Hooke-Jeeves (HJ) algorithm[6] is applied to solve the proposed bi-level program.
Then, the proposed bi-level program is tested by a local road network, which has 22 nodes and 62 links.
ABSTRACT: With increasing demands for better and more reliable service, developing a method for
designing a highly-reliability road network has become a critical issue. A Network Design Problem is used
to determine a set of design parameters leading to the creation of an optimal road network. Moreover, the
performance of an Origin-Destination pair with high traffic demands is a top priority in the optimizing
process. A bi-level programming technique, that is upper-level and lower-level programs, can be used to
formulate the Continuous Network Design Problem. This study establishes a new type of bi-level program
based on unblocked reliability. The proposed bi-level program is applied to analyze a real local road
network that has 22 nodes and 62 links. A set of link capacity expansions is determined by solving the
proposed bi-level program using the Hooke-Jeeves algorithm. This kind of capacity expansion results in
optimization by maximizing the balance between the unblocked reliability of the entire road network and the
road network expansion ratio. The new, proposed bi-level program can comply with the various limits on
environment and financial resources.
Keywords: Bi-level Program, Continuous Network Design Problem, Link capacity expansion, Unblocked
Reliability, User Equilibrium

2.
A New Bi-level Program Based on Unblocked Reliability for a Continuous Road Network Design
| IJMER | ISSN: 2249–6645 | www.ijmer.com | Vol. 4 | Iss. 3 | Mar. 2014 | 88 |
II. Basic Idea Of Bi-Level Programming Based On Reliability Index
The CNDP can be formulated as a bi-level program. Planners and managers can influence the drivers’
route choice behavior by changing a road network, but they cannot control their route choice behavior. When the
Origin-Destination (OD) demand is inelastic, the objective function of the upper-level program is the system cost
and the investment cost. Generally, system cost is expressed by travel times of the total network, and minimum
travel time is expected. In this paper, the optimization objective is obtained by subtracting the investment cost from
the unblocked reliability when the performance of a road network is indexed by unblocked reliability. The
maximum value of unblocked reliability is expected.
If the link flows, x, is fixed, optimization objective is maximized, where  Ga xxxx ,,,,1  is a
vector and G is the total number of links in a road network. When the solution of link capacity expansions, y, is
given, where  Ga yyyy ,,,,1  is a vector, an assignment algorithm can be performed to obtain new link
flows, x. This forms the basis of the iterative design-assignment bi-level programming algorithm [7].
Upper-level program: Solve the network design problem for y given x. Proceed to the lower-level
program.
Lower-level program: Given y find new x. Return to the upper-level program.
Only one variable’s optimization failed to optimize the entire system performance, which reflects the
essence of the bi-level programming.
III. Upper-Level Program Based On Unblocked Reliability
Objective function F of the upper-level program is expressed as follows:
dRyF )(max (1)
where,
 

Aa
aa yL (2)
From the viewpoint of a planner, the first term on the right-hand side of Eq. (1), R, is the entire network
unblocked reliability that represents the performance of the road network system, and R is a function of link flows.
The link flows are obtained by solving the lower-level program when a set of link capacity expansions is fixed. The
second term on the right-hand side of Eq. (1) presents the cost associated with improving the road network. The
second term consists of a product of three parts, such as a control factor of the road network expansion scale, d, unit
conversion factor,  , sum of the product of each link’s length, La, and link capacity expansion, ya, and,  , which
indicates the road network expansion scale. The ratio of the road network expansion scale to the existing network
scale,  , equals the road network expansion ratio.
3.1 Model of unblocked reliability
Nodes and links are the elements composing a road network. A node is a junction of two or more links and
a link connects two nodes. A link may be regarded as a conduit for the flow between two nodes; all links referred to
in this paper are directed. A road network is aggregated as several associated levels depending on classification and
viewpoint. A governor considers the performance of the whole network, whereas a driver focuses his attention on
the performance of an OD pair. A path is a sequence of nodes connected by links in one direction so that a
movement is feasible from the origin to a given destination. For a fundamental analysis of traffic network, the
capacity of a node is regarded as infinite. When either queue behavior or turning movement is of interest, the extra
nodes are introduced to represent each explicit direction. The problem of node capacity will be a transformed link
capacity problem between extra nodes. Along these lines, a four-level model of the road network unblocked
reliability (link, path, OD pair and the entire network) is introduced[8, 9]. Here, the unblocked reliabilities of the
link, the path m connecting origin i and destination j, the OD pair connecting origin i and destination j, and the
entire network are presented by Ra, m
ijR , Rij, and R, respectively.
3.2 Cost Associated with Improving Road Network
The second term on the right-hand side of Eq. (1), d , is called the penalty term. The conversion factor
for physical dimension, λ, is formulated as follows:

3.
A New Bi-level Program Based on Unblocked Reliability for a Continuous Road Network Design
| IJMER | ISSN: 2249–6645 | www.ijmer.com | Vol. 4 | Iss. 3 | Mar. 2014 | 89 |
 

Aa
aaCL
1
 (3)
The physical meaning of a denominator of Eq. (3), which is the sum of the product of each link’s length
and capacity, is an index of an existing road network scale. For a given road network,  is a constant. Then, the
penalty term in the objective function of upper-level program, d , becomes a dimensionless factor. This penalty
term ensures the network can be expanded to a reasonable degree. Also, the road network expansion will reach the
optimal degree when the bi-level program has been solved.
IV. Lower-Level Program
The lower-level model of the bi-level program for the CNDP based on unblocked reliability is a fixed
demand UE problem in this paper. UE is the state in which there is no motivation to change the system. UE means
that travel times are identical along any used routes connecting an OD pair and less than or equal to the travel time
on all unused routes, if every traveler attempts to choose the path with the shortest travel time[10]. The UE
assignment problem is to find the link flows that satisfy the UE criterion when all OD entries have been
appropriately assigned.
This link flow pattern can be obtained by solving the following mathematical problem[8, 11]. The
objective function of the lower-level program is given by Z(x), where  Ga xxxx ,,,1  is a vector
variable of link flows.
 dytxZ
Aa
ax
aa

0
),()(min (4)
The objective function is the sum of the integrals of the link travel time functions for a given link capacity
expansion, y. The link travel time, ta(xa), which represents the relationship between the flow and the travel time for
link a, is calculated using the standard Bureau of Public Roads function[12]. Of course, the total capacity of each
link is composed of the link capacity expansion and the existing link capacity when travel time, at , is calculated by
Eq. (5).
    4
15.01 aa
e
aaa Cxtxt  (5)
The Frank-Wolfe (FW) algorithm is used to solve the mathematical problem[13]. This algorithm is an
iteration process to find the feasible flows that can reduce the value of the objective function[8].
V. Using Hooke-Jeeves Algorithm To Solve The Continuous Network Design
Problem Based On Un-Blocked Reliability Model
The Hooke-Jeeves (HJ) algorithm is a fundamental algorithm for solving the Continuous Network Design
Problem (CNDP)[6]. It was used first to solve the CNDP by Abdulaal and LeBlanc as a direct search method in the
road network[14].
Consider the problem of maximizing the objective function of the upper-level program without
constraints. The HJ algorithm proceeds by a sequence of exploratory and pattern moves. If an exploratory move
leads to an increase in the value of the objective function of the upper-level program, it is called a success;
otherwise it is called a failure. The purpose of solving the proposed bi-level program is to find a set of link capacity
expansions to maximize the objective function of the upper-level program. The flow chart of the Hooke-Jeeves
algorithm employed in this paper is shown in Appendix A.
Reviewing the exploratory move procedure, the capacity change of a link will be accepted only when the
increase in the penalty term is smaller than that of the entire road network unblocked reliability. After the total links
have been tested, if the current objective function value of the upper-level program is greater than the
corresponding objective function value of the upper-level program of success link capacity expansions, the new
success link capacity expansions are obtained. The purpose of the pattern move is to speed up the process of road
network expansion through multiplying a coefficient with the capacity expansion of every improving link; this
coefficient is greater than unity.
The bi-level program that is used to describe the CNDP is a non-convexity program. Even the solution of
the bi-level program can be found, although it is usually a local optimum, not a global optimum. Hence, the HJ
algorithm, as one of the traditional heuristic algorithms for solving a bi-level program, also has a similar local
optimum for a solution. There are four parameters, such as the initial step length of exploratory move, s, the

4.
A New Bi-level Program Based on Unblocked Reliability for a Continuous Road Network Design
| IJMER | ISSN: 2249–6645 | www.ijmer.com | Vol. 4 | Iss. 3 | Mar. 2014 | 90 |
reduction factor of the step length of exploratory move, θ, the convergence step length of exploratory move, η, and
the step length of pattern move, v, in the HJ algorithm. They will mainly influence the iteration times, but hardly
influence the objective function of the upper-level program when the four parameters fall within a reasonable
range. Even though it is possible to obtain a large objective function value of an upper-level program for a given
road network using certain parameters in the HJ algorithm, these parameters do not have any universality. The four
parameters provided for the case study in this paper are empirically defined as 1,000, 0.5, 100, and 2, respectively.
VI. Case Study Of A Real Local Road Network
6.1. Features of existing road network
A trunk road network in a local area is being employed as a case study. This road network was constructed
based on an actual road network belonging to the author’s province. Congestion often occurs at peak hours in the
morning on this road network. First, the actual road network was expressed by a graph consisting of nodes and
links; a code expresses a node, and a link is denoted by codes of two adjacent nodes. The topology and distance of
the existing road network is shown in Fig. 1. There are a national road and a parallel motorway in the north-south
direction, as well as some national roads and some access roads. The access roads provide access to and from the
motorway. There are 22 nodes and 62 links in the local road network. A traffic zone is the unit of geography most
commonly used in road network planning models. It is represented with a single point from the graph theory
viewpoint and regarded as the area of the origins and destinations of trips. The 1st to 11th nodes express traffic
zones that are the cities in this area. The 12th to the 21st nodes express the interchange of the motorway. The 22nd
node is an important intersection between two national roads. The two side-by-side links have the same parameters
including length, free-flow travel time and capacity between each node pair in the existing road network. The link
capacity on the motorway is 4,600 pcu/h. For a national road, the capacity of each link between node pairs such as
(5, 16), (8, 16), (6, 8), (6, 18), (7, 20) and (9, 20), is 1,600 pcu/h, and between other node pairs is 3800 pcu/h. For
the access road, the capacity of each link between node pairs such as (1, 12), (2, 13) and (3, 14) is 3,800 pcu/h,
while that between other node pairs is 1,600 pcu/h.
An OD matrix shows the sources and objectives of traffic flows in a road network. The Ministry of Land,
Infrastructure, Transport and Tourism of Japan (MLIT) conducts a nationwide traffic census. The OD matrix of a
local area trunk road network is shown in Table 1, which was calculated according to the traffic census data
provided by MLIT. The OD matrix is regarded as a fixed demand for traffic assignment in the local area of the
trunk road network.
2
3
1
9
10
5
6
7
8
11
22
4
12
13
15
14
16
17
19
20
21
18
10.619.7
2.4
13.7
20.9
15.620.4
3.8
12.3
9.6
11.4
2.4
7.2
10.8
3.6
6
5.3
14.4
2.4
13.9
12.2
63.6
33.6
15.830.0
16.8
3.6
6.3
12
16.8
2.4
: Traffic zone
: Interchange
: Intersection
: Motorway
: National road
: Access road
: Distance between traffic zones (km)00.0
2
3
1
9
10
5
6
7
8
11
22
4
12
13
15
14
16
17
19
20
21
18
10.619.7
2.4
13.7
20.9
15.620.4
3.8
12.3
9.6
11.4
2.4
7.2
10.8
3.6
6
5.3
14.4
2.4
13.9
12.2
63.6
33.6
15.830.0
16.8
3.6
6.3
12
16.8
2.4
2
3
1
9
10
5
6
7
8
11
22
4
12
13
15
14
16
17
19
20
21
18
22
33
11
99
1010
55
66
77
88
1111
2222
44
1212
1313
1515
1414
1616
1717
1919
2020
2121
1818
10.619.7
2.4
13.7
20.9
15.620.4
3.8
12.3
9.6
11.4
2.4
7.2
10.8
3.6
6
5.3
14.4
2.4
13.9
12.2
63.6
33.6
15.830.0
16.8
3.6
6.3
12
16.8
2.4
: Traffic zone
: Interchange
: Intersection
: Motorway
: National road
: Access road
: Distance between traffic zones (km)00.0
: Traffic zone
: Interchange
: Intersection
: Motorway
: National road
: Access road
: Distance between traffic zones (km)00.0
Fig. 1 Road network of a local area

8.
A New Bi-level Program Based on Unblocked Reliability for a Continuous Road Network Design
| IJMER | ISSN: 2249–6645 | www.ijmer.com | Vol. 4 | Iss. 3 | Mar. 2014 | 94 |
6.4. Significant influence on objective function of upper-level program from control factor of road network
expansion scale
The trend in the objective function of the upper-level program with changes in the control factor of the
road network expansion scale is shown in Fig. 6. The abscissa indicates the control factor of the road network
expansion scale, d, and the ordinate expresses the three dimensionless values whose relationship is formulated by
Eq. (1). When d increases, the results of the bi-level program in different simulation processes show the reducing
objective function value of the upper-level program, lower unblocked reliability and network expansion ratio. The
curve of the road network expansion ratio is steeper with a decrease in d, which signifies a reduction in the
contribution of more network expansions to the road network performance improvement. In other words, the
proposed bi-level program reflected the nature of road network improvement that satisfies a law of diminishing
marginal utility. If d approaches zero, the expansion ratio will approach infinity, and the unblocked reliability will
approach unity. When d is given a sufficiently large value, no link is expanded and the unblocked reliability is also
unchanged.
0.0
0.2
0.4
0.6
0.8
1.0
1.2
0.0 0.5 1.0 1.5 2.0 2.5 3.0
Control factor of road network expansion scale d
Objective function value of upper-level program (F)
Unblocked reliability of whole network (R)
Road network expansion ratio ( )
ValuesofF,Rand
0.0
0.2
0.4
0.6
0.8
1.0
1.2
0.0 0.5 1.0 1.5 2.0 2.5 3.0
Control factor of road network expansion scale d
Objective function value of upper-level program (F)
Unblocked reliability of whole network (R)
Road network expansion ratio ( )
ValuesofF,RandValuesofF,Rand
Fig. 6 Trend of objective function of upper-level program with changing control factor of road network expansion
scale
VII. Conclusion
In this paper, a new bi-level program model based on the unblocked reliability for solving the continuous
network design problem was proposed. A set of link capacity expansions that can best improve the road network
was found using the Hooke-Jeeves algorithm to solve the proposed bi-level program. These link capacity
expansions reach an optimization result by maximizing the surplus of the unblocked reliability of the entire road
network minus the road network expansion ratio, where the user equilibrium is followed. Also, the performance of
an Origin-Destination pair with high traffic demands is a top priority. The penalty term on improvement costs is
established to ensure that the road network expansion reaches a reasonable scale and only the links that can greatly
improve unblocked reliability of the entire road network will be selected when using the Hooke-Jeeves algorithm.
The control factor of the road network expansion scale is introduced in the objective function of the upper-level
program. When planners and managers set the control factor to different degrees, the proposed bi-level program
can comply with various limits of environmental and financial resources. The proposed bi-level program is a useful
tool for design of a high-reliability road network system with optimization link capacity expansions.
Nomenclature
A: set of links in network
a: link in network, Aa
C: capacity of a link, pcu/h
d: control factor of road network expansion scale
F: objective function of upper-level program
g: counter for exploratory move in Hooke-Jeeves algorithm
G: total number of links in road network
h: counter for pattern move in Hooke-Jeeves algorithm
I: set of all origin nodes
J: set of all destination nodes